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題名：臺灣股票上市公司股權成本之估計﹣﹣CAPM與APT 模型之比較與應用
書刊名：臺灣銀行季刊
作者：柳文龍
出版日期：1989
卷期：40:4
頁次：頁61-97
主題關鍵詞：成本；股票上市公司；股權；臺灣
原始連結：連回原系統網址new window
相關次數：
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:1
  • 點閱點閱:4
期刊論文
1.Stambaugh, R. F.(1982)。On the exclusion of assets from tests of the two-parameter model: A sensitivity analysis。Journal of Financial Economics，10(3)，237-268。  new window
2.王素彎(19880300)。臺灣民營企業資金成本（業主權益成本）之估計。臺灣銀行季刊，39(1)，145-167。new window  延伸查詢new window
3.Lehmann, B. N.、Modest, D. M.(1988)。The Empirical Foundations of the Arbitrage Pricing Theory。Journal of Financial Economics，21(2)，213-254。  new window
4.Bower, D. H.、Bower, R. S.、Logue, D. E.(1984)。Arbitrage Pricing Theory and Utility Stock Returns。Journal of Finance，39，1041-1054。  new window
5.Cho, Chinhyung D.(1984)。On Testing the Arbitrage Pricing Theory : Inter Battery Factor Analysis。Journal of Finance，39，1485-1502。  new window
6.Chen, N. F.(1983)。Some Empirical Tests of the Theory of Arbitrage Pricing。Journal of Finance，38(5)，1393-1414。  new window
7.Dhrymes, P. J.(1984)。The empirical relevance of arbitrage pricing models。Journal of Portfolio Management，10，35-44。  new window
8.Wei, K. C. J.(1988)。An Asset-Pricing Theory Unifying the CAPM and APT。Journal of Finance，43(4)，881-892。  new window
9.謝德宗(19881000)。資本資產訂價模型之實證研究--股票報酬率､風險與偏態係數間的關係。臺北市銀月刊，19(10)=229，20-42。  延伸查詢new window
10.Sharpe, William F.(1963)。A simplified model for portfolio analysis。Management Science，9(2)，277-293。  new window
11.梁發進(19880700)。公用事業股權成本之估計。企銀季刊，12(1)，8-29。  延伸查詢new window
12.Burmeister, E.、McElroy, M.(1988)。Joint Estimation of Factor Sensitivities and Risk Premia for Arbitrage Pricing Theory。Journal of Finance，43(3)，721-733。  new window
13.Connor, G.、Korajczyk, R.(1988)。Risk and Return in Equilibrium APT。Journal of Financial: Economics，21(2)，255-289。  new window
14.Dhrymes, P.、Friend, I.、Gultekin, B.、Gultekin, M.(1985)。An Empirical Examination of the Implications of Arbitrage Pricing Theory。Journal of Banking and Finance，9(1)，73-99。  new window
15.Ducks, William P.、Chandy, P. R.(1983)。Rate of Return and Risk for Public Utilities。Public Utilities Fortnightly，112，35-41。  new window
16.Ehrhardt, M.(1987)。A Mean-Variance Derivation of a Multi-Factor Equilibrium Model。Journal of Financial and Quantitative Analysis，22(2)，227-236。  new window
17.Elton, Edwin J.、Gruber, Martin J.(1984)。Non-Standard C.A.P.M.'s and the Market Portfolio。Journal of Finance，39(3)，911-925。  new window
18.Gibbons, M. R.(1982)。Multivariate Test of Financial Models: A New Approach。Journal of Financial Economics，10(1)，3-28。  new window
19.Huberman, G.(1982)。A Simple Approach to Arbitrage Pricing Theory。Journal of Economic Theory，28(1)，183-191。  new window
20.Jarrow, R.、Rudd, A.(1983)。A comparison of the APT and CAPM a note。Journal of Banking and Finance，7(2)，295-303。  new window
21.Kryzanowski, L.、To, Minh Chau(1983)。General Factor Models and the Structure of Security Returns。Journal of Financial and Quantitative Analysis，118(1)，31-52。  new window
22.Vandel, Robert F.、Malornee, James K.(1978)。The Capital Asset Pricing Model and Utility Equity Returns。Public Utilities Fortnightly，1978(Jul.)，22-29。  new window
23.Tiemann, Thomas K.、McGuire, Stephen E.(1983)。Return of Equity and Cost of Capital to Utilities。Public Utilities Fortnightly，1983(Dec.)，23-29。  new window
24.Stambaugh, R.(1983)。Testing the CAPM with Broader Market Indexes。Journal of Banking and Finance，7(1)，5-16。  new window
25.Sharpe, W. F.(1984)。Factor Models, CAPMs and the APT。Journal of Portfolio Management，11，21-25。  new window
26.Shanken, J.(1982)。The Arbitrage Pricing Theory: Is It Testable。Journal of Finance，37(5)，1129-1140。  new window
27.Roll, R.、Ross, S.(1983)。Regulation, the Capital Asset Pricing Model, and Arbitrage Pricing Theory。Public Utilities Fortnightly，111，22-28。  new window
28.Reinganum, Marc R.(1981)。Empirical Test of Multi-Factor Pricing Model。Journal of Finance，1981(May)，313-321。  new window
29.Rhyne, R. G.(1982)。Can the Capital Asset Pricing Model Give Reliable Estimates of the Cost of Equity?。Public Utilities Fortnightly，21-26。  new window
30.Lintner, J.(1969)。The Aggregation of Investor's Diverse Judgments and Preferences on purely Competitive Security Market。Journal of Financial and Quantitative Analysis，4(4)，347-400。  new window
31.Roll, Richard W.、Ross, Stephen A.(1980)。An Empirical Investigation of the Arbitrage Pricing Theory。Journal of Finance，35(5)，1073-1103。  new window
32.MacKinnon, James G.、Davidson, Russell(1981)。Several Tests for Model Specification in the Presence of Alternative Hypotheses。Econometrica，49(3)，781-793。  new window
33.Black, Fischer(1972)。Capital Market Equilibrium with Restricted Borrowing。Journal of Business，45(3)，444-455。  new window
34.Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy，81(3)，607-636。  new window
35.Mossin, Jan(1966)。Equilibrium in a Capital Asset Market。Econometrica，34(4)，768-783。  new window
36.Roll, Richard(1977)。A Critique of the Asset pricing Theory's Tests, Part I: On Past and Potential Testability of the Theory。Journal of Financial Economics，4(2)，129-176。  new window
37.Ross, Stephen A.(1976)。The Arbitrage Theory of Capital Asset Pricing。Journal of Economic Theory，13(3)，341-360。  new window
38.Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance，19(3)，425-442。  new window
研究報告
1.梁發進(1988)。公用事業資本之研究 (計畫編號：NSC77-0301-H005-10)。  延伸查詢new window
2.Chen, N. F.、Roll, R.、Ross, S.(1983)。Economic Forces and the Stock Market: Testing the APT and Alternative Asset Pricing Theories。UCLA。  new window
學位論文
1.林秋蓮(1986)。CAPM、APT應用於臺灣上市股票報酬率之比較性研究(碩士論文)。國立交通大學。  延伸查詢new window
2.苗台生(1984)。套利定價理論在台灣股票市場的實證研究(碩士論文)。國立臺灣大學。  延伸查詢new window
3.鄭華清(1985)。套利定價模式理論與實證研究分析(碩士論文)。國立臺灣大學。  延伸查詢new window
圖書
1.Elton, Edwin J.、Gruber, Martin J.(1987)。Modern Portfolio Theory and Investment Analysis。John Wiley and Sons。  new window
2.林煜宗(1983)。現代投資學：制度、理論與實證。臺北：三民書局。  延伸查詢new window
3.Copeland, T. E.、Weston, J. F.(1988)。Financial theory and corporate policy。  new window
4.劉其昌(1989)。投資學。  延伸查詢new window
5.王淑芬(1985)。投資學。臺北市：華泰書局。  延伸查詢new window
6.Pama, E. F.(1981)。Foundations of Finance。  new window
7.Kolbe, A. Lawrence、Read, James A. Jr.、Hall, George R.(1984)。The Cost of Capital: Estimating the Rate of Return for Public Utilities。MA：MIT Press。  new window
8.Pindych, R. S.、Runbinfeld, D. L.(1985)。Econometric Models and Economic Forecasts。  new window
單篇論文
1.Treynor, J. L.(1961)。Toward a Theory of the Market Value of Risky Assets。  new window
圖書論文
1.Miller, M. H.、Scholes, M.(1972)。Rate of return in relation to risk: A re-examination of some recent findings。Studies in the theory of capital markets。New York：Praeger。  new window
2.Black, Fischer、Jensen, Michael C.、Scholes, Myron(1972)。The Capital Asset Pricing Model: Some Empirical Tests。Study in the Theory of Capital Markets。Praeger。  new window
 
 
 
 
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